It really does depend on the look you're going for - color preferences, intensity, and shadow finish. I have a lot of eyeshadows and pigments, though I prefer samples or splitting jars with friends because there's no way I'd ever use a whole jar of pigment! I like to use them at the same time to mix texture, and honestly, I can't wear the super shimmery pigments because of my contacts. It really does just depend on personal preference. Some shades are unique to both, and I don't like to limit myself. They both have their pros and cons. Here's my personal list
Eyeshadows - PRO: easier to carry around (I have 15-shadow palettes), fallout isn't as bad, my staple colors are eyeshadows. CON: can take a lot of eyeshadow to get good color payout; not as big of variety, can break easily (but you can repress them!)
Pigments - PRO: brighter colors/better color payout, less product used; lasts FOREVER, samples are readily available and last quite a long time; sample providers have access to LE/DC/PRO colors CON: can have lots of fallout; matte finishes don't work well, at all, even with a primer; easier to waste (if you dump it, which I've done).